TR30 - 4¾% Treasury Gilt 2030
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £104.883 | Carry: | £0.336 |
|---|---|---|---|---|
| mark-to-model | £104.553 | Rolldown: | £0.052 | |
| End Dirty Price: | mark-to-market | £104.205 | Variation: | £-1.118 |
| mark-to-model | £103.835 | Unexplained: | £0.052 |